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Monte carlo filter and smoother for non-gaussian nonlinear state space models

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A Gaussian Sum Filter for Unifying Gaussian and Particle Filters

stat.CO · 2026-05-20 · unverdicted · novelty 6.0

The Augmented Gaussian Sum Filter unifies Gaussian sum filters and particle filters via an augmented Gaussian approximation with tunable covariances that interpolates continuously between the two behaviors.

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  • A Gaussian Sum Filter for Unifying Gaussian and Particle Filters stat.CO · 2026-05-20 · unverdicted · none · ref 42

    The Augmented Gaussian Sum Filter unifies Gaussian sum filters and particle filters via an augmented Gaussian approximation with tunable covariances that interpolates continuously between the two behaviors.